From the Ehrenfest model to time-fractional stochastic processes

✍ Scribed by E.A. Abdel-Rehim

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 796 KB
• Volume: 233
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2009.07.010

✦ Synopsis

Reversible processes a b s t r a c t

The Ehrenfest model is considered as a good example of a Markov chain. I prove in this paper that the time-fractional diffusion process with drift towards the origin, is a natural generalization of the modified Ehrenfest model. The corresponding equation of evolution is a linear partial pseudo-differential equation with fractional derivatives in time, the orders lying between 0 and 1. I focus on finding a precise explicit analytical solution to this equation depending on the interval of the time. The stationary solution of this model is also analytically and numerically calculated. Then I prove that the difference between the discrete approximate solution at time t n , ∀n ≥ 0, and the stationary solution obeys a power law with exponent between 0 and 1. The reversibility property is discussed for the Ehrenfest model and its fractional version with a new observation.